| Metric | 12481905:btcusd:triple_med_gx:zlema135_30 | 12481905:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 53.95% | 39.08% |
| Max Drawdown | -8.36% | -28.17% |
| Sharpe | 1.53 | 0.72 |
| Sortino | 3.27 | 1.1 |
| Payoff Ratio | 1.91 | 1.4 |
| Profit Factor | 1.83 | 1.11 |
| Common Sense Ratio | 3.18 | 1.21 |
| CPC Index | 1.63 | 0.79 |
| Tail Ratio | 1.74 | 1.09 |
| Outlier Win Ratio | 26.08 | 3.13 |
| Outlier Loss Ratio | 3.93 | 2.5 |
| Volatility (ann.) | 20.7% | 45.46% |
| R^2 | 0.21 | 0.21 |
| Calmar | 4.11 | 0.9 |
| Skew | 4.27 | 0.45 |
| Kurtosis | 39.54 | 2.83 |
| Expected Daily % | 0.08% | 0.06% |
| Expected Monthly % | 2.43% | 1.85% |
| Expected Yearly % | 24.08% | 17.93% |
| Kelly Criterion | 18.46% | 15.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.7% | -3.82% |
| Expected Shortfall (cVaR) | -1.7% | -3.82% |
| Year | 12481905:BTCUSD | 12481905:btcusd:triple_med_gx:zlema135_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 35.07 | 0.93 | - |
| 2025 | 0.89 | 13.98 | 15.73 | + |
| Metric | 12481905:btcusd:triple_med_gx:zlema135_30 | 12481905:BTCUSD |
|---|---|---|
| MTD | 0.0% | -14.03% |
| 3M | 0.43% | -19.8% |
| 6M | 4.39% | -9.0% |
| YTD | 13.98% | 0.89% |
| 1Y | 10.75% | 3.43% |
| 3Y (ann.) | 34.38% | 25.35% |
| 5Y (ann.) | 34.38% | 25.35% |
| Metric | 12481905:btcusd:triple_med_gx:zlema135_30 | 12481905:BTCUSD |
|---|---|---|
| Max Drawdown | -8.36% | -28.17% |
| Longest DD Days | 135.0 | 145.0 |
| Avg. Drawdown | -3.18% | -8.11% |
| Avg. Drawdown Days | 36.0 | 27.0 |
| Recovery Factor | 6.45 | 1.39 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2024-11-06 | -8.36 | 107 |
| 2024-11-25 | 2025-03-02 | -7.53 | 97 |
| 2024-07-03 | 2024-07-14 | -7.30 | 11 |
| 2025-07-04 | 2025-11-16 | -5.45 | 135 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2025-04-13 | 2025-06-23 | -1.80 | 71 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| 2024-11-16 | 2024-11-19 | -1.01 | 3 |
| 2024-11-12 | 2024-11-13 | -0.83 | 1 |
| 2025-06-26 | 2025-07-03 | -0.40 | 7 |
| Metric | 12481905:btcusd:triple_med_gx:zlema135_30 | 12481905:BTCUSD |
|---|---|---|
| Best Day | 10.37% | 11.89% |
| Worst Day | -5.16% | -8.6% |
| Best Week | 18.71% | 18.93% |
| Worst Week | -6.32% | -12.33% |
| Best Month | 29.35% | 37.42% |
| Worst Month | -4.8% | -17.69% |
| Best Year | 35.07% | 37.85% |
| Worst Year | 13.98% | 0.89% |
| Avg. Up Day | 2.21% | 2.24% |
| Avg. Down Day | -1.15% | -1.6% |
| Avg. Up Week | 6.33% | 5.81% |
| Avg. Down Week | -2.26% | -5.18% |
| Avg. Up Month | 7.03% | 12.02% |
| Avg. Down Month | -2.06% | -17.69% |
| Win Days % | 46.46% | 50.84% |
| Win Month % | 80.0% | 55.56% |
| Win Week % | 46.15% | 52.56% |
| Win Quarter % | 80.0% | 57.14% |
| Win Year % | 100.0% | 100.0% |